Largecap Value Total Risk Alpha
| PPSFX Fund | | | USD 19.38 0.02 0.10% |
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Largecap Value Fund has current Total Risk Alpha of 0.0073. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0073 | |
| ER[a] | = | Expected return on investing in Largecap Value |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Largecap Value |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Largecap Value Total Risk Alpha Peers Comparison
Largecap Total Risk Alpha Relative To Other Indicators
Largecap Value Fund is rated top fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
3,135 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Largecap Value Fund is roughly
3,135 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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